Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359726.7568 | 245878.6452 | 113848.1116 | 286222.7053 | 255103.2284 | 31119.4769 |
Total P&L (%) | 359.7268 | 245.8786 | 113.8481 | 286.2227 | 255.1032 | 31.1195 |
Avg Daily Profit (%) | 0.3453 | 0.236 | 0.1093 | 0.1298 | 0.1217 | 0.026 |
Buy And Hold Return (%) | 16.6507 | 16.6507 | 16.6507 | 16.6507 | 16.6507 | 16.6507 |
Max Trade Drawdown | -90008 | -58108 | -99362 | -136504 | -125616 | -149424 |
Profit Factor | 1.8219 | 2.5243 | 1.4119 | 1.4704 | 2.2516 | 1.0769 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 77.7778 | 74.0741 | 81.4815 | 77.7778 | 74.0741 | 81.4815 |
Ratio Avg Win / Avg Loss | 0.5205 | 0.8835 | 0.3209 | 0.4201 | 0.7881 | 0.2448 |
Largest Winning Trade | 32322 | 32322 | 19437 | 52073 | 38672 | 52073 |
Largest Losing Trade | -85048 | -37401 | -85048 | -135009 | -91918 | -135009 |
Avg Bars in Trades | 227 | 244 | 209 | 227 | 244 | 209 |
Avg Bars in Winners | 138 | 141 | 136 | 138 | 141 | 136 |
Avg Bars in Losers | 536 | 540 | 531 | 536 | 540 | 531 |
Bars Traded | 24553 | 13223 | 11330 | 24553 | 13223 | 11330 |
Profit Streak | 40.4057 | 96.1141 | 40.4057 | 40.4057 | 96.1141 | 40.4057 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 548863 | -165531 | -223123 | -14572 | -204487 | -478514 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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